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The paper aims to present an innovative method for identification of flight modes in the spin maneuver, which is highly nonlinear and coupled dynamic.

To fix the mode mixing problem which is mostly happen in the EMD algorithm, the authors focused on the proposal of an optimized ensemble empirical mode decomposition (OEEMD) algorithm for processing of the flight complex signals that originate from FDR. There are two improvements with the OEEMD respect to the EEMD. First, this algorithm is able to make a precise reconstruction of the original signal. The second improvement is that the OEEMD performs the task of signal decomposition with fewer iterations and so with less complexity order rather than the competitor approaches.

By applying the OEEMD algorithm to the spin flight parameter signals, flight modes extracted, then with using systematic technique, flight modes characteristics are obtained. The results indicate that there are some non-standard modes in the nonlinear region due to couplings between the longitudinal and lateral motions.

Application of the proposed method to the spin flight test data may result accurate identification of nonlinear dynamics with high coupling in this regime.

First, to fix the mode mixing problem in EMD, an optimized ensemble empirical mode decomposition algorithm is introduced, which disturbed the original signal with a sort of white Gaussian noise, and by using white noise statistical characteristics the OEEMD fix the mode mixing problem with high precision and fewer calculations. Second, by applying the OEEMD to the flight output signals and with using the systematic method, flight mode characteristics which is very important in the simulation and controller designing are obtained.

The prediction of by-product gas is an important guarantee for the full utilization of resources. The purpose of this research is to predict gas consumption to provide a basis for gas dispatch and reduce the production cost of enterprises.

In this paper, a new method using the ensemble empirical mode decomposition (EEMD) and the back propagation neural network is proposed. Unfortunately, this method does not achieve the ideal prediction. Further, using the advantages of long short-term memory (LSTM) neural network for long-term dependence, a prediction method based on EEMD and LSTM is proposed. In this model, the gas consumption series is decomposed into several intrinsic mode functions and a residual term (r(t)) by EEMD. Second, each component is predicted by LSTM. The predicted values of all components are added together to get the final prediction result.

The results show that the root mean square error is reduced to 0.35%, the average absolute error is reduced to 1.852 and the R-squared is reached to 0.963.

A new gas consumption prediction method is proposed in this paper. The production data collected in the actual production process is non-linear, unstable and contains a lot of noise. But the EEMD method has the unique superiority in the analysis data aspect and may solve these questions well. The prediction of gas consumption is the result of long-term training and needs a lot of prior knowledge. Relying on LSTM can solve the problem of long-term dependence.

With the massive use of fossil energy polluting the natural environment, clean energy has gradually become the focus of future energy development. The purpose of this article is to propose a new hybrid forecasting model to forecast the production and consumption of clean energy.

Firstly, the memory characteristics of the production and consumption of clean energy were analyzed by the rescaled range analysis (R/S) method. Secondly, the original series was decomposed into several components and residuals with different characteristics by the ensemble empirical mode decomposition (EEMD) algorithm, and the residuals were predicted by the fractional derivative grey Bernoulli model [FDGBM (p, 1)]. The other components were predicted using artificial intelligence (AI) models (least square support vector regression [LSSVR] and artificial neural network [ANN]). Finally, the fitting values of each part were added to get the predicted value of the original series.

This study found that clean energy had memory characteristics. The hybrid models EEMD–FDGBM (p, 1)–LSSVR and EEMD–FDGBM (p, 1)–ANN were significantly higher than other models in the prediction of clean energy production and consumption.

Consider that clean energy has complex nonlinear and memory characteristics. In this paper, the EEMD method combined the FDGBM (P, 1) and AI models to establish hybrid models to predict the consumption and output of clean energy.

This study aims to reconstruct the frictional vibration signal from noise and characterize the running-in process by frictional vibration.

There is a strong correlation between tangential frictional vibration and normal frictional vibration. On this basis, a new frictional vibration reconstruction method combining cross-correlation analysis with ensemble empirical mode decomposition (EEMD) was proposed. Moreover, the concept of information entropy of friction vibration is introduced to characterize the running-in process.

Compared with the wavelet packet method, the tangential friction vibration and the normal friction vibration reconstructed by the method presented in this paper have a stronger correlation. More importantly, during the running-in process, the information entropy of friction vibration gradually decreases until the equilibrium point is reached, which is the same as the changing trend of friction coefficient, indicating that the information entropy of friction vibration can be used to characterize the running-in process.

The study reveals that the application EEMD method is an appropriate approach to reconstruct frictional vibration and the information entropy of friction vibration represents the running-in process. Based on these results, a condition monitoring system can be established to automatically evaluate the running-in state of mechanical parts.

The EEMD method was applied to reconstruct the frictional vibration. Furthermore, the information entropy of friction vibration was used to analysis the running-in process.

Library intelligence institutions, which are a kind of traditional knowledge management organization, are at the frontline of the big data revolution, in which the use of unstructured data has become a modern knowledge management resource. The paper aims to discuss this issue.

This research combined theme logic structure (TLS), artificial neural network (ANN), and ensemble empirical mode decomposition (EEMD) to transform unstructured data into a signal-wave to examine the research characteristics.

Research characteristics have a vital effect on knowledge management activities and management behavior through concentration and relaxation, and ultimately form a quasi-periodic evolution. Knowledge management should actively control the evolution of the research characteristics because the natural development of six to nine years was found to be difficult to plot.

Periodic evaluation using TLS-ANN-EEMD gives insights into journal evolution and allows journal managers and contributors to follow the intrinsic mode functions and predict the journal research characteristics tendencies.

The purpose of this paper is to propose an optimized hybrid model based on artificial intelligence methods, use the method of time series forecasting, to deal with the price prediction issue of China’s table grape.

The approaches follows the framework of “decomposition and ensemble,” using ensemble empirical mode decomposition (EEMD) to optimize the conventional price forecasting methods, and, integrating the multiple linear regression and support vector machine to build a hybrid model which could be applied in solving price series predicting problems.

The proposed EEMD-ADD optimized hybrid model is validated to be considered satisfactory in a case of China’ grape price forecasting in terms of its statistical measures and prediction performance.

This study would resolve the difficulties in grape price forecasting and provides an adaptive strategy for other agricultural economic predicting problems as well.

The paper fills the vacancy of concerning researches, proposes an optimized hybrid model integrating both classical econometric and artificial intelligence models to forecast price using time series method.

Owing to highly volatile and chaotic external events, predicting future movements of cryptocurrencies is a challenging task. This paper advances a granular hybrid predictive modeling framework for predicting the future figures of Bitcoin (BTC), Litecoin (LTC), Ethereum (ETH), Stellar (XLM) and Tether (USDT) during normal and pandemic regimes.

Initially, the major temporal characteristics of the price series are examined. In the second stage, ensemble empirical mode decomposition (EEMD) and maximal overlap discrete wavelet transformation (MODWT) are used to decompose the original time series into two distinct sets of granular subseries. In the third stage, long- and short-term memory network (LSTM) and extreme gradient boosting (XGB) are applied to the decomposed subseries to estimate the initial forecasts. Lastly, sequential quadratic programming (SQP) is used to fetch the forecast by combining the initial forecasts.

Rigorous performance assessment and the outcome of the Diebold-Mariano’s pairwise statistical test demonstrate the efficacy of the suggested predictive framework. The framework yields commendable predictive performance during the COVID-19 pandemic timeline explicitly as well. Future trends of BTC and ETH are found to be relatively easier to predict, while USDT is relatively difficult to predict.

The robustness of the proposed framework can be leveraged for practical trading and managing investment in crypto market. Empirical properties of the temporal dynamics of chosen cryptocurrencies provide deeper insights.

The paper aims to examine the asymmetric response of three major altcoins to shocks in six African fiat currencies in a time-frequency space.

Data are for the period 10th August 2015 to 2nd February 2019 at a daily frequency. The authors capture the time and frequency information in the return series of the currencies using the ensemble empirical mode decomposition. The authors implemented quantile regression and quantile-in-quantile regression on the decomposed series to test the response of altcoins to both positive and negative shocks in the fiat currencies across time to see if the altcoins are viable alternatives to African fiat currencies.

The outcome of the study suggests that altcoins behave differently from African fiat currencies and are viable alternative digital currencies and good hedges for African fiat currencies from the medium-term.

Policymakers in Africa and across the globe can follow this paper to mitigate currency crises by adopting altcoins as alternatives to fiat currencies. Forex traders can also mitigate trade risk by using altcoins to hedge dollar/African fiat currency exchange rate risk.

The research was conducted by the authors and has not been published in any journal.

Coal is a critical global energy source, and fluctuations in its price significantly impact related enterprises' profitability. This study aims to develop a robust model for predicting the coal price index to enhance coal purchase strategies for coal-consuming enterprises and provide crucial information for global carbon emission reduction.

The proposed coal price forecasting system combines data decomposition, semi-supervised feature engineering, ensemble learning and deep learning. It addresses the challenge of merging low-resolution and high-resolution data by adaptively combining both types of data and filling in missing gaps through interpolation for internal missing data and self-supervision for initiate/terminal missing data. The system employs self-supervised learning to complete the filling of complex missing data.

The ensemble model, which combines long short-term memory, XGBoost and support vector regression, demonstrated the best prediction performance among the tested models. It exhibited superior accuracy and stability across multiple indices in two datasets, namely the Bohai-Rim steam-coal price index and coal daily settlement price.

The proposed coal price forecasting system stands out as it integrates data decomposition, semi-supervised feature engineering, ensemble learning and deep learning. Moreover, the system pioneers the use of self-supervised learning for filling in complex missing data, contributing to its originality and effectiveness.

This paper aims to propose an improved version of portfolio optimization model through the prediction of the future behavior of stock returns using a combined wavelet-based long short-term memory (LSTM).

First, data are gathered and divided into two parts, namely, “past data” and “real data.” In the second stage, the wavelet transform is proposed to decompose the stock closing price time series into a set of coefficients. The derived coefficients are taken as an input to the LSTM model to predict the stock closing price time series and the “future data” is created. In the third stage, the mean-variance portfolio optimization problem (MVPOP) has iteratively been run using the “past,” “future” and “real” data sets. The epsilon-constraint method is adapted to generate the Pareto front for all three runes of MVPOP.

The real daily stock closing price time series of six stocks from the FTSE 100 between January 1, 2000, and December 30, 2020, is used to check the applicability and efficacy of the proposed approach. The comparisons of “future,” “past” and “real” Pareto fronts showed that the “future” Pareto front is closer to the “real” Pareto front. This demonstrates the efficacy and applicability of proposed approach.

Most of the classic Markowitz-based portfolio optimization models used past information to estimate the associated parameters of the stocks. This study revealed that the prediction of the future behavior of stock returns using a combined wavelet-based LSTM improved the performance of the portfolio.